I think there's two ways you can do this:
1 - Write a script to fetch all content from Directus you want and write it to files. Then in Hugo you just include those files.
2 - Use included Hugo resource to make requests to Directus. Here's an example how a guy could make it: https://discourse.gohugo.io/t/got-hugo-working-with-directus-headless-cms/39442